Anic Equity

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Total return since start: 0.605 %

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Equity now: -----------------------------> 49016.81 Kr

Max Equity ever reached: ------------> 53120.35 Kr

Portfolio value: --------------------------> 44847.93 Kr

PnL: ---------------------------------------> -100.07 Kr

DD now: ---------------------------------> -7.725 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-07-03 17:14:23.313706'

Anic Portfolio

Today

Return: -0.581 %

This Week

Return: -0.581 %

Total portfolio value

Return including deposits: 60.468 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	9	-0.170000	1663.740000	196.200000	13.370000	1467.540000
Sedana Medical	93	2.960000	2589.120000	74.400000	2.960000	2514.720000
Hoist Finance	35	2.500000	1002.750000	24.500000	2.500000	978.250000
Orrön Energy	180	1.010000	2061.000000	23.400000	1.150000	2037.600000
Platzer Fastigheter Holding B	12	2.000000	978.000000	19.200000	2.000000	958.800000
JM	6	2.090000	880.200000	18.000000	2.090000	862.200000
Atrium Ljungberg B	5	1.610000	948.000000	15.000000	1.610000	933.000000
Sagax B	4	1.360000	863.600000	11.600000	1.360000	852.000000
Catena	2	1.420000	800.800000	11.200000	1.420000	789.600000
HEXPOL B	9	-0.090000	1027.800000	9.900000	0.970000	1017.900000
BioGaia B	8	0.950000	936.800000	8.800000	0.950000	928.000000
Sagax A	4	0.000000	860.000000	8.000000	0.940000	852.000000
Clas Ohlson B	12	0.430000	975.000000	4.200000	0.430000	970.800000
Biotage	7	0.300000	942.200000	2.800000	0.300000	939.400000
Gränges	9	0.190000	927.900000	1.800000	0.190000	926.100000
Bilia A	8	0.000000	899.200000	1.600000	0.180000	897.600000
Hexatronic Group	12	0.150000	966.000000	1.440000	0.150000	964.560000
AcadeMedia	8	-0.400000	401.200000	0.000000	0.000000	401.200000
ASSA ABLOY B	3	0.000000	777.000000	0.000000	0.000000	777.000000
EQT	4	-0.240000	827.600000	-2.000000	-0.240000	829.600000
Byggmax Group	33	-0.280000	951.720000	-2.640000	-0.280000	954.360000
Creaspac SPAC	39	-0.210000	3705.000000	-3.900000	-0.110000	3708.900000
Alimak Group	11	-0.710000	919.600000	-6.600000	-0.710000	926.200000
SKF B	5	-0.720000	931.250000	-6.750000	-0.720000	938.000000
OX2	13	-1.030000	937.950000	-9.750000	-1.030000	947.700000
Addnode Group B	11	-1.920000	900.900000	-17.600000	-1.920000	918.500000
Nordic Waterproofing Holding	7	-2.030000	945.000000	-19.600000	-2.030000	964.600000
Latour B	4	-4.120000	820.000000	-35.200000	-4.120000	855.200000
VEF	909	-2.310000	1809.820000	-35.450000	-1.920000	1845.270000
Vitec Software Group B	2	-3.690000	1044.000000	-40.000000	-3.690000	1084.000000
Bufab	3	-4.770000	1053.600000	-52.800000	-4.770000	1106.400000
Indutrade	5	-4.410000	1161.000000	-53.500000	-4.410000	1214.500000
Hexagon B	26	-2.070000	3380.000000	-71.500000	-2.070000	3451.500000
INVISIO	16	-1.960000	3608.000000	-72.000000	-1.960000	3680.000000
BHG Group	97	-7.130000	1352.180000	-102.820000	-7.070000	1455.000000
TOTAL			44847.930000	-100.070000	-7.72499%	44948.000000

Updated:

'2023-07-03 17:14:40.168045'

None

Last optimization/rebalancing:

'2023-06-15'

Next optimization/rebalancing:

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.